ScholarGate
アシスタント

手法を比較

選択した手法を並べて確認できます。異なる行はハイライト表示されます。

中央絶対偏差 (MAD) 推定×最小二乗法 (OLS) 回帰×順列検定(ランダム化検定)×
分野統計学計量経済学統計学
系統Regression modelRegression modelRegression model
提唱年197420192005
提唱者Hampel (influence-curve treatment); classical robust statisticsWooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling tradition
種類Robust scale estimatorLinear regressionNonparametric resampling test
原典Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
別名median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonurandomization test, exact permutation test, re-randomization test, Permütasyon Testi
関連555
概要Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.
ScholarGateデータセット
  1. v1
  2. 2 出典
  3. PUBLISHED
  1. v1
  2. 1 出典
  3. PUBLISHED
  1. v1
  2. 2 出典
  3. PUBLISHED

検索へ スライドをダウンロード

ScholarGate手法を比較: MAD Estimation · OLS Regression · Permutation Test. 2026-06-17に以下より取得 https://scholargate.app/ja/compare